Total War: THREE KINGDOMS

All the horse resources are extremely to the north, two of them to the northwest - Wuwei, Xiutu; Shuofang, Pingding; and Dai, Zhuo Lu. Their map icon is two horses (don't confuse it with the horse head that looks like a chess piece; that's the animal tamer, also in the same area). Ma Teng is the closest to the northwest horse resources, closely followed by Dong Zhuo. One is uninhabited, and I think the other is controlled by Ma Teng's ally, Han Sui. It costs 4000 gold to settle a resource county, if I remember correctly, so it may be better to let Dong Zhuo or somebody else settle it first and trade it/fight him for it. Do the same for Han Sui, then work your way to the east toward Dai. Alternatively, Gongsun Zu is probably the closest to Dai, so you can try him and work your way westward instead. Yuan Shao and Zhang Yan are also comparatively close.